OREANDA-NEWS On 05 October was announced, that RTS published FORTS trading results: September 2009.

For the period from September 1 – September 30, 2009 the total trading volume on FORTS (Futures & Options on RTS) totaled 1,334.0 bln RUR or 46.9 mln contracts, including 144.6 bln RUR during the evening trading session. The total open interest as of the last day of the month, September 30, 2009 reached 106.6 bln RUR or 4.0 mln contracts.

 

September

August

Change

Futures contracts

Trading volume, rubles

1,263,057,895,647

1,177,667,118,519

7.25%

Trading volume, contracts

44,949,187

39,578,304

13.57%

Number of trades

6,487,313

6,198,344

4.66%

Total open interest, rubles

81,375,270,338

85,375,584,486

-4.69%

Total open interest, contracts

2,903,616

3,319,530

-12.53%

Options Contracts

Trading volume, rubles

70,903,355,036

46,288,438,523

53.18%

Trading volume, contracts

1,918,014

1,948,394

-1.56%

Number of trades

80,708

78,630

2.64%

Total open interest, rubles

25,214,835,429

39,490,736,779

-36.15%

Total open interest, contracts

1,159,572

3,772,438

-69.26%

Total

Trading volume, rubles

1,333,961,250,683

1,223,955,557,042

8.99%

Trading volume, contracts

46,867,201

41,526,698

12.86%

Number of trades

6,568,021

6,276,974

4.64%

Total open interest, rubles

106,590,105,768

124,866,321,265

-14.64%

Total open interest, contracts

4,063,188

7,091,968

-42.71%

 

FORTS contracts by volume in September 2009

No

Code

Contract

Trading volume

RUB

Contracts.

1

RI

Non-delivery futures contract on RTS Index

841,977,223,609

11,603,713

2

SR

Delivery futures contract on Sberbank ordinary shares

111,876,456,931

19,454,140

3

Si

Non-delivery futures contract on USA dollar

98,954,426,424

3,169,775

4

GZ

Delivery futures contract on Gazprom ordinary shares

97,736,209,730

5,611,844

5

ED

Non-delivery futures contract on EUR/USD exchange rate

47,943,598,915

1,065,244

6

LK

Delivery futures contract on LUKOIL ordinary shares

22,213,201,397

1,359,528

7

BR

Brent oil futures

13,338,502,948

636,360

8

GM

Delivery futures contract on MMC NORILSK NICKEL ordinary shares

6,476,412,225

179,829

9

RN

Delivery futures contract on Rosneft ordinary shares

5,845,747,616

267,298

10

GD

Futures on gold

4,496,863,135

145,054

11

VB

Futures on gold

3,468,094,740

655,494

12

Eu

Non-delivery futures contract on EUR/RUB exchange rate

3,187,781,171

69,901

13

SP

Delivery futures contract on Sberbank privileged shares

1,744,631,193

484,936

14

SN

Delivery futures contract on Surgutneftegas ordinary shares

1,597,518,634

61,364

15

SV

The contract on refined silver

888,151,251

17,211

16

MR

Non-delivery futures contract on average rate of the overnight MosPrime credit

720,960,415

735

17

TT

Delivery futures contract on Tatneft ordinary shares

126,465,637

10,083

18

UI

Delivery futures contract on Uralsvyazinform ordinary shares

89,947,871

134,877

19

TN

Delivery futures contract on Transneft privileged shares

86,249,329

3,914

20

MT

Delivery futures contract on MTS ordinary shares

72,295,575

3,600

21

HY

Delivery futures contract on RusHydro ordinary shares

54,196,765

5,053

22

MP

Non-delivery futures contract on average rate of the three month MosPrime credit

49,778,750

1,915

23

PZ

Delivery futures contract on Polyus Gold ordinary shares

44,026,950

3,297

24

CH

Delivery futures contract on Severstal ordinary shares

22,708,748

1,045

25

NK

Delivery futures contract on NOVATEK ordinary shares 

19,062,860

1,590

26

RT

Delivery futures contract on Rostelecom ordinary shares

16,266,354

1,019

27

PT

The contract on refined platinum

5,169,861

129

28

SU

Delivery futures contract on granulated sugar, produced in accordance with all-Union State Standard 21-94

2,947,750

26

29

UR

The contract on URALS oil

1,810,747

87

30

Ro

Non-delivery futures contract on RTSI – Oil & Gas

1,142,201

122

31

Rc

Non-delivery futures contract on RTSI – Consumer & Retail

45,914

4

32

RI

Futures-style options on RTS Index futures contract

52,485,248,260

743,961

33

GZ

Options on Gazprom futures contract

7,549,710,500

448,293

34

Si

Options on USA dollar futures contract

7,228,267,750

193,528

35

SR

Options on Sberbank futures contract

2,485,697,750

468,547

36

LK

Options on LUKOIL futures contract

899,714,000

55,077

37

GD

Options on gold futures contract

147,381,776

4,756

38

GM

Options on MMC NORILSK NICKEL futures contract

103,232,500

2,979

39

VB

Options on VTB Bank futures contract

4,021,500

870

40

TN

Options on futures contract on Transneft privileged shares

81,000

3

 

 

Total:

1,333,961,250,683

46,867,201

 

FORTS Leading Operators in September 2009

In September 2009 Brokercreditservice Ltd. became the leader of FORTS Members turnover rating (including all types of trades) followed by OTKRITIE Group and JSC "Investment Company "ITInvest".

Month’s rating:
September 2009

Month’s rating:
August 2009

RTS
ticker

Company name

Turnover, RUB

1

3

BROKN

Brokercreditservice Ltd.

379,481,895,141

2

1

OPEN

OTKRITIE Group

341,869,466,931

3

2

ITINM

JSC "Investment Company "ITInvest"

334,581,007,649

4

5

ALOR

ALOR Group

245,479,140,853

5

4

ZERHM

Zerich Capital Management IC OJSC

223,312,175,985

6

6

FINAM

Investment Company FINAM CJSC

182,288,823,755

7

7

TROYM

Troika Dialog

122,642,217,105

8

8

CITFS

KIT Finance Ltd.

122,248,368,928

9

9

ALFCM

ALFA-BANK

103,117,229,180

10

10

GUTBM

VTB 24 (JSC)

61,464,770,322

11

12

USIBM

LLC "URALSIB Capital - Financial Services"

54,707,310,134

12

19

SOLDM

Solid

54,637,721,983

13

13

MEINM

Metallinvestbank OJSCo SKB

52,296,233,049

14

11

AKBFM

AK BARS Finance

34,191,447,385

15

15

ELTRS

Eltra IC

29,366,463,419

16

14

RENCM

Renaissance Broker

23,926,385,904

17

17

OLMAM

OLMA Investment Firm Renaissance Broker

21,204,851,764

18

18

BFAGS

Baltic Financial Agency CJSC

17,291,973,766

19

20

OCTNN

Octan-Broker

16,136,485,981

20

16

ABSBM

Absolut Bank (ZAO)

16,104,371,552

21

--

CKBNM

CentroCredit Bank

15,663,885,338

22

22

INSIN

Instroyinvest IMC

15,488,992,189

23

24

ATLNM

ATON LLC

14,701,514,163

24

23

FORCM

Fora-Capital

14,595,239,893

25

21

ZENTM

Bank ZENIT OJSC

11,223,612,122

In compliance with the resolution passed by the Derivatives Market Committee RTS publishes several ratings of FORTS Members ranked by trading volume and number of clients.